R question
by Chris
Hi,
So, as per my previous question I've delved into R because it looks like I
should be using a function in there called garchFit. I'm suffering some
sever confusion over how to put the data into the function though. in the
man page it says to use it like this: garchoutput <-
garchFit(~arma(1,1)+garch(1,1), DATA).
I don't know how to enter the data portion. if I put in the regular ols type
function y ~ x1 + x2 ....
I get the error: Error in as.data.frame.default(data) : cannot coerce class
"formula" into a data.frame
if I put the Y variable into a dataframe with the x variables I get this
error:
Error in model.frame(formula, rownames, variables, varnames, extras,
extranames, :
invalid type (list) for variable 'x'
here's the command used:
archoutput <- garchFit(formula=~arma(1,1)+garch(2,24), xy.df)
Any help would be greatly appreciated
thanks,
Chris
18 years
Bayesian approach in Gretl?
by Mariusz Doszyń
What do you think about implentation of some (basic at first) Bayesian econometric methods in Gretl (for example estimation of linear regression models with natural conjugate priors, Gibbs sampling, ect.)?
Best wishes,
Mariusz Doszń
Poland
18 years
A short (well, maybe not that short) wish list
by andreas.karlsson＠ltv.se
Dear gretl developers,
Here is a short (well, maybe not that short) wish list of improvements for
gretl that I hope can be implemented:
1. For the genr command, add a function for computing the factorial, i.e.
n!
2. For Tools > Statistical tables: Add tabs for
(a) Poisson distribution
(b) binomial distribution
3. In Tools > Test statistic calculator: Add
(a) the possibility for using continuity correction for the one sample
proportion test by checking a check box
(b) a new tab for calculating a Z-test for comparing two counts (assuming
that the counts are large enough for the normal approximation to the
Poisson to apply)
(c) a new tab for calculating ANOVA for comparison of K means
4. In Tools > Nonparametric tests: Add new tabs for calculating
(a) Friedman’s test (the K sample extension of the sign test)
(b) Kruskal-Wallis test (the K sample extension of the Wilcoxon rank sum
test)
5. For Tools > Probability distributions: Add
(a) a tab for the gamma distribution
(b) the possibility to choose the mean and standard deviation of the normal
distribution
6. In View > Correlation matrix add a check box for also calculating a
covariance matrix
7. For View > Principal components: Add the possibility to plot scree plots
by checking a check box
8. For View > Cross tabulation, please
(a) add that Fisher's exact test is given as default for 2x2 contingency
tables
(b) add to the GUI radio buttons for the options --row (display row
percentages) or --column (display column percentages), and a check box for
the option --zeros (display zero entries)
(c) add an option to save the contingency table (without the marginal
totals) as a matrix
9. For Add > Random variables
(a) Change the GUI to look like the one in Tools > P-value finder, i.e.
with tabs for the different distributions and text entry boxes for mean,
standard deviation, degrees of freedom, etc
(b) add the gamma distribution
10. In File > Export data, add options to export in
(a) Gnumeric file format
(b) LaTeX format
11. Add an option to save a matrix in LaTeX format
12. In the data window, there are currently three columns: “ID #”,
“Variable name” and “Descriptive label”. A new column showing if the
variable is to be treated as discrete or not would be useful.
I hope you will consider implementing these features
Best regards
Andreas Karlsson
18 years
skipping observations in arch regressions
by Chris
Hi,
I know it's improper to skip observations (and likely mucks about the
result) but I'm dealing with hourly data so the effect isn't that great. I'm
missing about 21 observations in a data set of nearly 3000 and none of them
are together. Is there any way to get the arch command to just skip the
observations and continue on with the regression?
Thanks,
Chris
18 years
wishes list
by Hélio Guilherme
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Hi All,
It almost looks like Christmas season with so many wish lists :D.
Just two simple ones for me:
When we want a Multiple Box-Plot, we must separate names with a blank
space. Can't this be made automagically? ;)
I notice that the marked p-values with '*', '**' and '***' do not have
most of the times the legend explaining what they mean. We can see that
legends in some outputs on the User's Guide. I inspected the code but
did not found that part missing. Can this be corrected? I am thinking
for the students level.
Thanks,
Hélio Guilherme
PS: Is there any Portuguese user willing to help in the Commands
Reference and User's Guide translation. I surely am needing an helping
hand. And please report bad translations or enhancements for the
Portuguese(s) version(s) of the software. Thanks again.
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18 years
